Final Level: The Moon
Why It Sucked: This sucker—by which we mean great game—had a decent resolution—by which we mean shit was properly wrapped up—until the final cutscene. They just couldn't resist setting up the sequel, could they? When has anyone ever not bought a sequel to a good game because it wasn't properly teased? It's nonsense, and we're sick of it, and we were sick of it in 2003.
How We Would End It: Someone somewhere had damn well better still be working on that sequel.